Project: Tactical Thrift

Screenshot of Tactical Thrift

Technologies Used

Ruby Ruby on Rails CSS3 HTML5 responsive design PostgreSQL Heroku

Tactical Thrift

A TSP investment model

Details

A Rails web app demonstrating a Thrift Savings Plan investment model based on Mebane Faber's paper, A Quantitative Approach to Tactical Asset Allocation. Faber describes an investment system that is based on comparing the current price of a fund to the 10-month simple moving average (SMA) of that fund, and making a buy/sell decision based on that comparison.

The app pulls fund data from the Thrift Savings Plan website and computes an investment position.

Link

Tactical Thrift